Pages that link to "Item:Q3017887"
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The following pages link to Utility maximization in markets with bid–ask spreads (Q3017887):
Displaying 7 items.
- Properties of bid and ask reservation prices in the rank-dependent expected utility model (Q1590373) (← links)
- Optimal strategies for utility from terminal wealth with general bid and ask prices (Q2019996) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- On optimal strategies for utility maximizers in the arbitrage pricing model (Q2836218) (← links)
- (Q3076261) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)